Browsing by Author "Silva, J. L. da"
Now showing 1 - 1 of 1
Results Per Page
Sort Options
- Local times for grey Brownian motionPublication . Silva, J. L. daIn this paper we study the grey Brownian motion, namely its representation and local time. First it is shown that grey Brownian motion may be represented in terms of a standard Brownian motion and then using a criterium of S. Berman, Trans. Amer. Math. Soc., 137, 277–299 (1969), we show that grey Brownian motion admits a λ-square integrable local time almost surely (λ denotes the Lebesgue measure). As a consequence we obtain the occupation formula and state possible generalizations of these results.